I'm not sure how the songs are supposed to relate but the ones I tried seemed to have no relevance at all but they made for an interesting listen

The sonic youth to sigur ros seems to go through bands, solo projects, other band from same scene etc: sonic youth, thurston moore solo, j. mascis who was sort of in the same scene, sebadoh that is the project of barlow who was mascis band mate, barlow solo, etc.

My guess is that they decompose each song/band into some sort of n-dimensional coordinates (genre, instrumentation, geography etc.), and then try and go from one to the other through the shortest possible route